CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0657 |
1.0596 |
-0.0061 |
-0.6% |
1.0477 |
| High |
1.0675 |
1.0623 |
-0.0052 |
-0.5% |
1.0696 |
| Low |
1.0598 |
1.0521 |
-0.0077 |
-0.7% |
1.0456 |
| Close |
1.0611 |
1.0591 |
-0.0020 |
-0.2% |
1.0696 |
| Range |
0.0077 |
0.0102 |
0.0025 |
32.5% |
0.0240 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.6% |
0.0000 |
| Volume |
41 |
31 |
-10 |
-24.4% |
156 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0840 |
1.0647 |
|
| R3 |
1.0782 |
1.0738 |
1.0619 |
|
| R2 |
1.0680 |
1.0680 |
1.0610 |
|
| R1 |
1.0636 |
1.0636 |
1.0600 |
1.0607 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0564 |
| S1 |
1.0534 |
1.0534 |
1.0582 |
1.0505 |
| S2 |
1.0476 |
1.0476 |
1.0572 |
|
| S3 |
1.0374 |
1.0432 |
1.0563 |
|
| S4 |
1.0272 |
1.0330 |
1.0535 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1256 |
1.0828 |
|
| R3 |
1.1096 |
1.1016 |
1.0762 |
|
| R2 |
1.0856 |
1.0856 |
1.0740 |
|
| R1 |
1.0776 |
1.0776 |
1.0718 |
1.0816 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0636 |
| S1 |
1.0536 |
1.0536 |
1.0674 |
1.0576 |
| S2 |
1.0376 |
1.0376 |
1.0652 |
|
| S3 |
1.0136 |
1.0296 |
1.0630 |
|
| S4 |
0.9896 |
1.0056 |
1.0564 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0890 |
|
1.618 |
1.0788 |
|
1.000 |
1.0725 |
|
0.618 |
1.0686 |
|
HIGH |
1.0623 |
|
0.618 |
1.0584 |
|
0.500 |
1.0572 |
|
0.382 |
1.0560 |
|
LOW |
1.0521 |
|
0.618 |
1.0458 |
|
1.000 |
1.0419 |
|
1.618 |
1.0356 |
|
2.618 |
1.0254 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0604 |
| PP |
1.0578 |
1.0599 |
| S1 |
1.0572 |
1.0595 |
|